It is an open problem to construct a test for structural relationship among the mean vectors of several multivariate normal populations with unequal covariance matrices. In this paper some solutions to this problem are provided when the unequal covariance matrices are either completely known or...

For a multivariate normal distribution with unknown mean vector and unknown dispersion matrix, a sequential procedure for estimating the unknown mean vector is suggested. The procedure is shown to be asymptotically "risk efficient" in the sense of Starr (Ann. Math. Statist. (1966), 1173-1185),...

Let Y be a positive integer-valued random variable with the probability mass function P[theta](Y=y)=f(y;r)/a([theta]), y=r,r+1,...,[theta], where r is a known positive integer, and [theta][set membership, variant][Theta]={r,r+1,...} is an unknown parameter. We show that, for estimating [theta],...

We consider the problem of estimation of [mu]1 when it is suspected that [mu]1 [approximate] [mu]2 based on independent samples from Np([mu]1, [sigma]2V1) and Np([mu]2, [sigma]2V2). We assume V1, V2 known but [sigma]2 unknown. First, the EB estimator is derived and its Bayesian and frequentist...